Results 21 to 30 of about 428 (69)

Improvement on Chi-Squared Approximation by Monotone Transformation [PDF]

, 1955
It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics.
Fujisawa, Hironori
core   +1 more source

On Bivariate Exponentiated Extended Weibull Family of Distributions [PDF]

, 2015
In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type.
Jafari, Ali Akbar, Roozegar, Rasool
core   +2 more sources

Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix

, 2020
Hypergeometric functions and zonal polynomials are the tools usually addressed in the literature to deal with the expected value of the elementary symmetric functions in non-central Wishart latent roots.
Di Nardo, E.
core   +1 more source

Correction on Moments of minors of Wishart matrices

, 2012
Correction on Moments of minors of Wishart matrices by M. Drton and A. Goia (Ann. Statist. 36 (2008) 2261-2283), arXiv:math/0604488Comment: Published in at http://dx.doi.org/10.1214/12-AOS988 the Annals of Statistics (http://www.imstat.org/aos/) by the
Drton, Mathias, Goia, Aldo
core   +1 more source

Eigenvalue distributions of beta-Wishart matrices [PDF]

, 2018
We derive explicit expressions for the distributions of the extreme eigenvalues of the Beta-Wishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (β = 1), complex
Edelman, Alan, Koev, Plamen S
core   +1 more source

Quadratic distances on probabilities: A unified foundation [PDF]

, 2007
This work builds a unified framework for the study of quadratic form distance measures as they are used in assessing the goodness of fit of models.
Chen, Shu-Chuan, Lindsay, Bruce G., Markatou, Marianthi, Ray, Surajit, Yang, Ke   +4 more
core   +2 more sources

On the sphericity test with large-dimensional observations [PDF]

, 2013
In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistics of sample covariance matrices with general fourth ...
Wang, Qinwen, Yao, Jianfeng
core   +2 more sources

Testing linear hypotheses in high-dimensional regressions

, 2012
For a multivariate linear model, Wilk's likelihood ratio test (LRT) constitutes one of the cornerstone tools. However, the computation of its quantiles under the null or the alternative requires complex analytic approximations and more importantly, these
Anderson T. W., Bai Z. D., Bai Z. D., Bai Z. D., Bai Z. D., Bartlett M. S., Box G. E.P., Dandan Jiang, Dempster A. P., Jian-feng Yao, Ledoit O., Mathai A. M., Schott J. R., Shurong Zheng, Srivastava M. S., Wilks S. S., Wilks S. S., Zheng S., Zhidong Bai   +18 more
core   +1 more source

Strong Approximation of Empirical Copula Processes by Gaussian Processes

, 2011
We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated ...
Adler R. J., Bouzebda S., Chung K.-L., Csörgő M., Csörgő M., Cui S., DasGupta A., Deheuvels P., Deheuvels P., Deheuvels P., Fermanian J.-D., Joe H., McNeil A. J., Moore D. S., Nelsen R. B., Piterbarg V. I., Salim Bouzebda, Shorack G. R., Sklar A., Sklar A., Tarek Zari, Tsukahara H.   +21 more
core   +1 more source

On two matrix derivatives by Kollo and von Rosen [PDF]

, 2003
The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative.
Neudecker, Heinz
core   +2 more sources